+7.2%
QCOM vs MTSI
+153.3%
-146.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -18.4% | +8.9% | -1.0% |
| 7D | -15.5% | -24.6% | +9.1% | -4.1% |
| 30D | -13.4% | -45.7% | +32.3% | +12.9% |
| 3M | 0.0% | -27.7% | +27.8% | +10.4% |
| 6M | -15.2% | -37.3% | +22.1% | +0.1% |
| YTD | -6.9% | +11.1% | -18.1% | -20.9% |
| 1Y | -11.0% | +27.2% | -38.1% | -30.9% |
| 3Y | +39.8% | +153.7% | -113.9% | -35.0% |
| 5Y | +7.2% | +159.0% | -151.8% | -53.7% |
| All | +7.2% | +153.3% | -146.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling